• PRU 4.12.10 PRU 4.12.10

    Subject to Rules 4.12.11 and 4.12.12, an Authorised Person must risk-weight any CR Exposure in the bank asset class in accordance with the following table:

    CRWs for the bank asset class

    Credit Quality Grade 1 2 3 4 5 6 Unrated
    Risk Weight 20% 50% 50% 100% 100% 150% 50%
    Risk Weight for Short-Term Exposures 20% 20% 20% 50% 50% 150% 20%

    • Guidance

      For the purposes of the above table, short-term Exposures refer to Exposures with an Original Maturity of three months or less and that are not expected to be rolled over.